+105.1%
CTVA vs IRM
+190.5%
-85.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -5.8% | +3.0% | -8.8% | -6.4% |
| 30D | +11.1% | -5.2% | +16.3% | +12.2% |
| 3M | +13.2% | -8.0% | +21.3% | +14.9% |
| 6M | +8.7% | +9.2% | -0.4% | +5.8% |
| YTD | +27.3% | +41.0% | -13.7% | +16.2% |
| 1Y | +18.0% | +23.3% | -5.3% | +10.7% |
| 3Y | +76.5% | +102.8% | -26.4% | +38.3% |
| 5Y | +105.1% | +192.8% | -87.7% | +42.4% |
| All | +105.1% | +190.5% | -85.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling